You can download get_iplayer from the below two sites
http://linuxcentre.net/getiplayer
http://www.infradead.org/get_iplayer/html/get_iplayer.html
You can search for bbc programmes at http://www.bbc.co.uk/programmes.
If the url of the programme you wish to record is for example www.bbc.co.uk/iplayer/episode/b00x44f3/Material_World_06_01_2011/ then its pid is b00x44f3 and you can record the programme using the command.
get_iplayer --type=radio --pid=b00x44f3
This will save the streamed data to the file Material_World_-_06_01_2011_b00x44f3_default_part01.wma